Nuova dimostrazione di un teorema su un principio di calcolo del premio

DOI10.1007/BF02090474zbMATH Open0679.62093OpenAlexW2057735267MaRDI QIDQ4729221

Guido Lisei

Publication date: 1987

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02090474

zbMATH Keywords

linearutility functionexponentialtranslation invariantSwiss premium calculation principleassociative mean

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

On One Sufficient Reducibility Criterion for Wang's Premium Principle

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• A martingale approach to premium calculation principles in an arbitrage free market 👍 👎
• On convex principles of premium calculation 👍 👎
• Properties of the Esscher premium calculation principle 👍 👎
• On the robustness of premium principles 👍 👎
• A premium principle based on the g-integral 👍 👎
• On a class of premium principles including the Esscher principle 👍 👎

This page was built for publication: Nuova dimostrazione di un teorema su un principio di calcolo del premio

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4729221)